Surplus Sharing with Coherent Utility Functions
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- Bielecki Tomasz R. & Cialenco Igor & Pitera Marcin & Schmidt Thorsten, 2020. "Fair estimation of capital risk allocation," Statistics & Risk Modeling, De Gruyter, vol. 37(1-2), pages 1-24, January.
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Keywords
coherence; monetary utility; insurance benefit; benefit sharing;All these keywords.
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